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ZKB Put Warrant auf
ABB Ltd

ISIN: CH1305146768 Security: 130514676 Symbol: ABB3YZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.24
Change +4.35% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -54.63%
Year to date (YTD) n.a.
1 month -56.36%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.54
Underlying price on issue42.54
Premium0.18%
Premium p.a.0.21%
Leverage7.38
Implied volatility0.24

Reference data

ISIN CH1305146768
Symbol ABB3YZ
Security 130514676
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying ABB N, CH0012221716
Underlying ISIN CH0012221716
Strike 40.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 20.03.2024

Key figures

Premium 18.21%
Premium p.a. 21.10%
Leverage 38.70
Implied volatility 23.66%
Moneyness out-of-the-money
Leverage 7.3819
Delta -0.1907
Gamma 0.0052
Theta -0.0009
Rho -0.0167
Vega 0.0238
Fair value 0.25
Intrinsic value n.a.
Break-even 38.78
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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